Fill your paper with the breathings of your heart. ~William Wordsworth

Here are some good tutorial lists. I think they're mostly for icons, but the techniques look pretty easy to be applied to banners, etc, too.

http://community.livejournal.com/the_borg_alcove/1790.html [700+ links]
http://community.livejournal.com/icon_tutorial/5274155.html [200+ links for photoshop, plus others]
http://community.livejournal.com/weapon_icons/31940.html [500+ links + links to other tutorials]
http://snnat17.livejournal.com/7409.html [40+ banner tutorials + links to other tutorial lists]

Hope that helps a little! :D